Wines in cooking process is used to add flavor and not alcohol. Since the wine will be reduced, alcohol will evaporate.
Use a wine which is not bitter or fruity and has a good quality. For a white wine use a Chardonnay, for red wines a Bordoux . Wines do not have to be old or expensive, just make sure are dry wines with a strong taste.
Sherry and Marsala cooking wines are also good for cooking, just make sure you reduce it right since they have a more vinegar taste and can ruin a sauce by adding overwhelming flavor.